Question on Ratio to use for Recommended Strategies
Posted: Wed Apr 03, 2024 6:14 pmHello,
For the recommended strategies, are all the results shown and data generated using only a 1 to 1 ratio? for example if the strategy is to sell /6EU24-/GCM24, does that mean that we should be selling 1 /6EU24 and buying 1 /GCM24 in order to replicated the historical results shown? Or should we be ratioing this to the notional value? So in this case it would be roughly 2 /6EU24 to 1 /GCM24.
For the recommended strategies, are all the results shown and data generated using only a 1 to 1 ratio? for example if the strategy is to sell /6EU24-/GCM24, does that mean that we should be selling 1 /6EU24 and buying 1 /GCM24 in order to replicated the historical results shown? Or should we be ratioing this to the notional value? So in this case it would be roughly 2 /6EU24 to 1 /GCM24.